+180.7%
HIMS vs CTVA
+204.4%
-23.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.7% | -4.5% | +3.8% | +0.7% |
| 30D | -8.2% | +11.3% | -19.5% | -11.4% |
| 3M | -4.7% | +12.3% | -17.0% | -9.6% |
| 6M | +6.3% | +7.2% | -0.9% | +2.0% |
| YTD | -15.3% | +26.0% | -41.3% | -23.2% |
| 1Y | -46.9% | +16.0% | -62.9% | -50.5% |
| 3Y | +321.3% | +73.9% | +247.4% | +248.8% |
| 5Y | +215.8% | +103.8% | +112.1% | +157.8% |
| All | +180.7% | +204.4% | -23.6% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling